基于熵DEA的商業(yè)銀行效率綜合評價研究.pdf

1、中國科學(xué)技術(shù)大學(xué)碩士學(xué)位論文基于熵DEA的商業(yè)銀行效率綜合評價研究姓名：馬偉申請學(xué)位級別：碩士專業(yè)：管理科學(xué)與工程指導(dǎo)教師：@2011-05ABSTRACT III ABSTRACT The commercial banks are the major component of the banking system in China, which are closely interrelated to the national econ

2、omy and people’s livelihood. Commercial banking is a financial sector of high risk, and the financial crisis has led to an increasingly competition for banking. In this context, the commercial banks face enormous challen

3、ges, therefore, the evaluation of commercial banks’ performance is particularly important. Entering the 2010 ages, the worldwide financial debt crises break out in series and the source of the crises is the undesirable o

4、utputs such as bad debts. This becomes a threat to affect the efficiency and survival of the commercial banks. How to deal with the undesirable outputs becomes the focus of academic researches. Service is the base of the

5、 survival of financial institutions, especially commercial banks. We also notice that the quality of service directly influences business development. So, the quality and level of service is wind vane for the efficiency

6、of commercial banks. Which banks have been beaten with poor operation efficiency by the high level of bad debts, and how does the service level affect the bank efficiency? With the characteristics of high level of bad ou

7、tput and low level of service in Chinese banking, how should we improve the status? This paper is trying to solve these problems. Based on improving Shannon DEA (Data Envelopment Analysis), this paper uses the DEA model

8、to evaluate the efficiency of commercial banks with undesirable outputs. We respectively analyze the double influence factors of the bank efficiency caused by bad output and service level. At last, through a comprehensiv

9、e evaluation method, we analyze the data from 17 Chinese commercial Banks in 2009. And then we calculate the comprehensive value on the efficiency to every commercial bank. According to the results, we analyze the effect

10、 of unexpected outputs to commercial banks. The results show that this method has more advantages to deal with the problem with undesirable outputs than previous researches. According to the empirical analysis results, w

11、e put forward the corresponding countermeasures and suggestions. The innovations of this paper include the following points: Firstly, the existing researches frequently use single-model method, while lots of disadvantag